Preheat the oven to 350°F (175°C). Line a baking sheet with parchment paper.

In a mixing bowl, cream together the softened butter, brown sugar, and granulated sugar until light and fluffy.

Add the eggs one at a time, mixing well after each addition. Stir in the grated carrots.

In another bowl, whisk together the oats, flour, baking soda, cinnamon, nutmeg, and salt.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined.

Drop tablespoon-sized balls of dough onto the prepared baking sheet, spacing them about 2 inches apart.

Bake for 10-12 minutes or until the edges are lightly golden. Let cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.

In a mixing bowl, beat together the softened cream cheese and butter until smooth.

Gradually add the powdered sugar and vanilla extract, mixing until well combined and fluffy.

Once the cookies are completely cooled, spread a generous amount of cream filling on the flat side of one cookie and top with another cookie to make a sandwich.

Repeat with the remaining cookies and filling.